As someone who has dtv and has seen the issue you are talking about I can lend you some guidance. It seems that if hdmi is connected but the tv using hdmi is tuned off when you fire up the hr your screwed trying to watch hdcp content. It seems it knows its connected to a hdmi tv but since the tv is off and it cant confirm hdcp compliance it assumes its not and it seems like it will not adjust that finding till you turn the unit off and then back on again.
I suggest you try this. Turn on the hdmi tv. Then turn on the hr. then turn on the other tvs and see what happens with the hbo content. My guess is it will now work fine and you can even likely turn off the hdmi connected tv at that point as well.
OK - I've had some time to look at this again. Walking up and down three flights of stairs gets old after a while!
It seems having the HDMI-connected TV switched on is the key. It didn't matter if I switched the TV on before the HR, or after the HR. If the HDMI-connected TV was switched on while the HR was showing HBO content, the remote TV's would also show the HBO content. If the HDMI-connected TV was switched off, the content protection message came up on the remote TV's within a few seconds.
At no stage did I get one remote TV showing the content-protected message, and the other showing the programming. I'm not sure how that happened two weeks back - maybe it was early in the morning and I mis-saw things, but at least all the remote TV's showed the same thing at the same time today.